Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-16 0.351448 0.386365 0.424509 0.469499 0.521402 0.579751 0.650807
2025-02-23 0.299434 0.342172 0.391504 0.453293 0.529521 0.621709 0.743570
2025-03-02 0.261376 0.307200 0.362288 0.434505 0.528402 0.648891 0.819601
2025-03-09 0.241205 0.290651 0.352298 0.436572 0.551714 0.708235 0.946089
2025-03-16 0.229490 0.282937 0.351862 0.449906 0.590480 0.792945 1.123913
2025-03-23 0.217149 0.272920 0.346937 0.455910 0.618978 0.866555 1.300231
2025-03-30 0.205292 0.262307 0.339874 0.457584 0.640620 0.932354 1.478247
2025-04-06 0.193718 0.251020 0.330655 0.454733 0.654359 0.986907 1.649004
2025-04-13 0.179296 0.234661 0.312781 0.436842 0.641497 0.993882 1.729806
2025-04-20 0.171964 0.227842 0.308182 0.438845 0.661340 1.061181 1.951042
2025-04-27 0.164933 0.220938 0.302836 0.438959 0.677659 1.124318 2.182071
2025-05-04 0.157995 0.213706 0.296406 0.436569 0.689010 1.179443 2.412031
2025-05-11 0.152228 0.208091 0.292391 0.438385 0.709341 1.258874 2.740846
2025-05-18 0.143818 0.197990 0.280646 0.425905 0.701120 1.276353 2.908654
2025-05-25 0.135379 0.187421 0.267530 0.409979 0.684418 1.272392 3.013858
2025-06-01 0.131441 0.183613 0.265069 0.412698 0.705022 1.357670 3.438189
2025-06-08 0.129774 0.183230 0.268116 0.425543 0.747914 1.505846 4.166320
2025-06-15 0.126899 0.180752 0.267471 0.431423 0.776869 1.626424 4.882275
2025-06-22 0.123486 0.177221 0.264801 0.433173 0.796967 1.728646 5.606771
2025-06-29 0.119582 0.172698 0.260146 0.430651 0.807040 1.805517 6.284074
2025-07-06 0.113633 0.164571 0.248814 0.414125 0.782640 1.776293 6.394594
2025-07-13 0.110993 0.161816 0.246774 0.416028 0.802258 1.885564 7.388136
2025-07-20 0.108233 0.158737 0.243981 0.416160 0.817614 1.986075 8.461551